A dynamic capillarity equation with stochastic forcing on manifolds: A singular limit problem

Author:

Karlsen Kenneth,Kunzinger Michael,Mitrovic Darko

Abstract

We consider a dynamic capillarity equation with stochastic forcing on a compact Riemannian manifold ( M , g ) (M,g) : d ( u ε , δ δ Δ u ε , δ ) + d i v f ε ( x , u ε , δ ) d t = ε Δ u ε , δ d t + Φ ( x , u ε , δ ) d W t , \begin{equation*} d \left (u_{\varepsilon ,\delta } -\delta \Delta u_{\varepsilon ,\delta }\right ) +div\mathfrak {f}_{\varepsilon }(\mathbf {x}, u_{\varepsilon ,\delta })\, dt =\varepsilon \Delta u_{\varepsilon ,\delta }\, dt + \Phi (\mathbf {x}, u_{\varepsilon ,\delta })\, dW_t, \end{equation*} where f ε \mathfrak {f}_{\varepsilon } is a sequence of smooth vector fields converging in L p ( M × R ) L^p(M\times \mathbb {R}) ( p > 2 p>2 ) as ε 0 \varepsilon \downarrow 0 towards a vector field f L p ( M ; C 1 ( R ) ) \mathfrak {f}\in L^p(M;C^1(\mathbb {R})) , and W t W_t is a Wiener process defined on a filtered probability space. First, for fixed values of ε \varepsilon and δ \delta , we establish the existence and uniqueness of weak solutions to the Cauchy problem for the above-stated equation. Assuming that f \mathfrak {f} is non-degenerate and that ε \varepsilon and δ \delta tend to zero with δ / ε 2 \delta /\varepsilon ^2 bounded, we show that there exists a subsequence of solutions that strongly converges in L ω , t , x 1 L^1_{\omega ,t,\mathbf {x}} to a martingale solution of the following stochastic conservation law with discontinuous flux: d u + d i v f ( x , u ) d t = Φ ( u ) d W t . \begin{equation*} d u +div\mathfrak {f}(\mathbf {x}, u)\,dt =\Phi (u)\, dW_t. \end{equation*} The proofs make use of Galerkin approximations, kinetic formulations as well as H H -measures and new velocity averaging results for stochastic continuity equations. The analysis relies on the use of a.s. representations of random variables in some particular quasi-Polish spaces. The convergence framework developed here can be applied to other singular limit problems for stochastic conservation laws.

Funder

Austrian Science Fund

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

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